First of all, welcome to the DIS!
As for room requests, I have never heard of anything specific to Thursday, but I can tell you that the two best ways to make room requests known, are by either making the requests known when booking the reservation (they will make a note on the reservation), or by sending a fax to the room controller at the resort about 5 days prior to your arrival. I don't know the particular fax numbers but I'm sure that there are folks here who can help you with that. Myself, I have always just made my requests known when making the reservation, and have never had any trouble getting those requests met. They will, of course, remind you that they are just requests that can only be made based on availability at check in and cannot be guarranteed.